+37.3%
CMS vs ENB
+67.6%
-30.3%
-13.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.9% | +0.7% | +0.2% |
| 7D | +0.4% | -0.2% | +0.6% | +0.5% |
| 30D | -3.6% | -2.2% | -1.4% | -2.6% |
| 3M | -1.9% | -10.5% | +8.6% | +3.1% |
| 6M | -11.0% | -5.1% | -5.9% | -9.0% |
| YTD | +0.2% | +9.0% | -8.8% | -3.9% |
| 1Y | -1.3% | +8.2% | -9.5% | -5.2% |
| All | +37.3% | +67.6% | -30.3% | +5.2% |
Cumulative growth
Daily Returns
Daily percentage return beside ENB.
Daily Out/Under-Performance
Portfolio return minus ENB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ENB return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 3y: compounded portfolio wealth divided by compounded ENB wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
3y analysis · Full analysis span regression · 6 months rolling